I know this is an old thread, but since it's a sticky, I'll play too! Since I just bought a mill, most of what I'm finding I need at the moment is milling related. Flycutter, vise, hold downs. 1-2-3 blocks are something I've been meaning to pick up for a while, and parallels. I have a few indicators, but I've never managed to pick up a dial test indicator. And somewhere down the road I wouldn't mind trying a coaxial indicator.
Oh, and most pressing is a quick change tool holder for my lathe and a 4 jaw chuck.
Thats all I can think of right now. I actually have a pretty long list, I have measuring tools, but I'm lacking tooling. It's a slow process! ;-)